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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"ARCH-Modell"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
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Ahn, Seung Chan
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
International journal of theoretical and applied finance
34
Working paper / National Bureau of Economic Research, Inc.
33
The journal of futures markets
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Discussion paper / Tinbergen Institute
28
Finance research letters
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Quantitative finance
25
International journal of forecasting
23
Journal of banking & finance
23
Journal of empirical finance
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Applied economics
21
Economics letters
21
Economic modelling
20
Research paper series / Swiss Finance Institute
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Working paper
20
Discussion paper / Centre for Economic Policy Research
18
Journal of economic dynamics & control
17
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Computational economics
16
The European journal of finance
16
The review of financial studies
16
Applied financial economics
14
Applied mathematical finance
14
International review of economics & finance : IREF
14
Review of derivatives research
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Swiss Finance Institute Research Paper
14
The review of economics and statistics
14
Insurance / Mathematics & economics
13
SFB 649 discussion paper
13
Journal of mathematical finance
12
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
11
Finance and stochastics
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1
Stock return asymmetry : beyond skewness
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
;
Zhu, Yifeng
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
Saved in:
2
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
3
Real options, idiosyncratic skewness, and diversification
Del Viva, Luca
;
Kasanen, Eero
;
Trigeorgis, Lenos
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 215-241
Persistent link: https://www.econbiz.de/10011667721
Saved in:
4
Hedge funds : the good, the bad, and the lucky
Chen, Yong
;
Cliff, Michael
;
Zhao, Haibei
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1081-1109
Persistent link: https://www.econbiz.de/10011743927
Saved in:
5
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
6
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
7
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
8
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
9
Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, Thierry
;
Versijp, Philippe
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 489-515
Persistent link: https://www.econbiz.de/10003484176
Saved in:
10
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
Saved in:
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